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在UBBE框架下考虑不肯定的上界的估计方法
Estimation by an Unknown but Bounded Error Model with Indefinite Upper Bounds
【摘要】 对目前的UBBE模型进行了适当的推广,使在解决估计问题时可以考虑那些可能是误差上界的数值,并在此基础上提出了一种方法,能够通过对估计精度和可靠性进行合理的权衡确定所需估计值,实际案例研究结果表明所提方法能够较好地解决估计精度和可靠性之间的矛盾。
【Abstract】 In order to guarantee the reliability of a model,a larger upper bound has to be set whena currently unknown but bounded error model is used to describe a practical estimation prob-lem. However,this may result in an excessive loss in estimation accuracy. An appropriateextension of the unknown but bounded error model has been given,with which an indefiniteupper error bound can be taken into account in the estimation,Accordingly,a new estima-tion model is proposed for determining an estimate by a reasonable trade-off between the ac-curacy and reliability,Practical application shows that the new method can offer a good com-promise between the accuracy and reliability.
【Key words】 robust estimation; unknown but bounded error; system identification; parame- ter estimation; regression analysis;
- 【文献出处】 华中理工大学学报 ,JOURNAL OF HUAZHONG UNIVERSITY OF SCIENCE AND TECHNOLOGY , 编辑部邮箱 ,1994年08期
- 【分类号】TP271.7
- 【被引频次】1
- 【下载频次】19